A Bayesian Long Short-Term Memory Model for Value at Risk and Expected Shortfall Joint Forecasting - Zhengkun Li, Minh-Ngoc Tran, Chao Wang, Richard Gerlach, Junbin Gao

A Bayesian Long Short-Term Memory Model for Value at Risk and Expected Shortfall Joint Forecasting - Zhengkun Li, Minh-Ngoc Tran, Chao Wang, Richard Gerlach, Junbin Gao | Arena